PREVIEW / etf_5min / 2011-09-20
file: by_date/etf_5min/2011/2011-09-20.parquet size: 881 KB rows: 35,931
schema
timestamp TIMESTAMP symbol VARCHAR asset_type VARCHAR open DOUBLE high DOUBLE low DOUBLE close DOUBLE volume DOUBLE
sample rows
| timestamp | symbol | asset_type | open | high | low | close | volume |
|---|---|---|---|---|---|---|---|
| 2011-09-20 04:00:00 | SPY | ETF | 120.14 | 120.6 | 120.14 | 120.6 | 3014.0 |
| 2011-09-20 04:05:00 | SPY | ETF | 120.5 | 120.5 | 120.4 | 120.4 | 400.0 |
| 2011-09-20 04:10:00 | SPY | ETF | 120.37 | 120.6 | 120.37 | 120.6 | 4198.0 |
| 2011-09-20 04:15:00 | SPY | ETF | 120.52 | 120.52 | 120.52 | 120.52 | 200.0 |
| 2011-09-20 04:20:00 | SPY | ETF | 120.6 | 120.6 | 120.5 | 120.5 | 200.0 |
| 2011-09-20 04:25:00 | SPY | ETF | 120.4 | 120.5 | 120.4 | 120.5 | 300.0 |
| 2011-09-20 04:30:00 | SPY | ETF | 120.46 | 120.48 | 120.46 | 120.48 | 500.0 |
| 2011-09-20 04:35:00 | SPY | ETF | 120.41 | 120.5 | 120.41 | 120.5 | 200.0 |
| 2011-09-20 04:40:00 | SPY | ETF | 120.5 | 120.55 | 120.5 | 120.55 | 1100.0 |
| 2011-09-20 05:00:00 | SPY | ETF | 120.53 | 120.53 | 120.53 | 120.53 | 200.0 |
| 2011-09-20 05:05:00 | SPY | ETF | 120.5 | 120.6 | 120.5 | 120.6 | 300.0 |
| 2011-09-20 05:10:00 | SPY | ETF | 120.6 | 120.6 | 120.6 | 120.6 | 100.0 |
| 2011-09-20 05:25:00 | SPY | ETF | 120.45 | 120.48 | 120.45 | 120.48 | 200.0 |
| 2011-09-20 05:30:00 | SPY | ETF | 120.5 | 120.7 | 120.5 | 120.7 | 600.0 |
| 2011-09-20 05:35:00 | SPY | ETF | 120.74 | 121.0 | 120.74 | 121.0 | 1800.0 |
| 2011-09-20 05:40:00 | SPY | ETF | 121.05 | 121.25 | 120.76 | 121.25 | 1500.0 |
| 2011-09-20 05:45:00 | SPY | ETF | 121.25 | 121.4 | 121.25 | 121.35 | 11900.0 |
| 2011-09-20 05:50:00 | SPY | ETF | 121.35 | 121.4 | 121.22 | 121.4 | 11500.0 |
| 2011-09-20 05:55:00 | SPY | ETF | 121.4 | 121.52 | 121.4 | 121.52 | 1100.0 |
| 2011-09-20 06:00:00 | SPY | ETF | 121.52 | 121.55 | 121.5 | 121.55 | 3800.0 |
| 2011-09-20 06:05:00 | SPY | ETF | 121.6 | 121.61 | 121.5 | 121.5 | 2600.0 |
| 2011-09-20 06:10:00 | SPY | ETF | 121.46 | 121.46 | 121.36 | 121.36 | 7500.0 |
| 2011-09-20 06:15:00 | SPY | ETF | 121.43 | 121.43 | 121.31 | 121.32 | 14700.0 |
| 2011-09-20 06:20:00 | SPY | ETF | 121.33 | 121.4 | 121.25 | 121.25 | 5200.0 |
| 2011-09-20 06:25:00 | SPY | ETF | 121.22 | 121.22 | 121.17 | 121.2 | 1550.0 |
| 2011-09-20 06:30:00 | SPY | ETF | 121.3 | 121.3 | 121.3 | 121.3 | 100.0 |
| 2011-09-20 06:35:00 | SPY | ETF | 121.35 | 121.35 | 121.3 | 121.3 | 4850.0 |
| 2011-09-20 06:45:00 | SPY | ETF | 121.17 | 121.3 | 121.17 | 121.28 | 800.0 |
| 2011-09-20 06:50:00 | SPY | ETF | 121.3 | 121.3 | 121.16 | 121.16 | 66600.0 |
| 2011-09-20 06:55:00 | SPY | ETF | 121.16 | 121.16 | 121.05 | 121.16 | 34800.0 |
| 2011-09-20 07:00:00 | SPY | ETF | 121.13 | 121.25 | 121.1 | 121.21 | 137730.0 |
| 2011-09-20 07:05:00 | SPY | ETF | 121.21 | 121.25 | 121.13 | 121.25 | 91033.0 |
| 2011-09-20 07:10:00 | SPY | ETF | 121.26 | 121.37 | 121.25 | 121.33 | 137271.0 |
| 2011-09-20 07:15:00 | SPY | ETF | 121.36 | 121.39 | 121.26 | 121.29 | 94300.0 |
| 2011-09-20 07:20:00 | SPY | ETF | 121.28 | 121.29 | 121.13 | 121.16 | 56475.0 |
| 2011-09-20 07:25:00 | SPY | ETF | 121.16 | 121.26 | 121.14 | 121.23 | 113900.0 |
| 2011-09-20 07:30:00 | SPY | ETF | 121.19 | 121.19 | 121.09 | 121.09 | 34900.0 |
| 2011-09-20 07:35:00 | SPY | ETF | 121.08 | 121.17 | 121.08 | 121.1 | 54963.0 |
| 2011-09-20 07:40:00 | SPY | ETF | 121.1 | 121.19 | 121.08 | 121.16 | 145600.0 |
| 2011-09-20 07:45:00 | SPY | ETF | 121.15 | 121.31 | 121.15 | 121.3 | 72117.0 |
| 2011-09-20 07:50:00 | SPY | ETF | 121.28 | 121.31 | 121.17 | 121.22 | 26700.0 |
| 2011-09-20 07:55:00 | SPY | ETF | 121.22 | 121.23 | 121.16 | 121.2 | 25085.0 |
| 2011-09-20 08:00:00 | SPY | ETF | 121.21 | 121.31 | 121.18 | 121.29 | 395793.0 |
| 2011-09-20 08:05:00 | SPY | ETF | 121.36 | 121.41 | 121.25 | 121.26 | 276045.0 |
| 2011-09-20 08:10:00 | SPY | ETF | 121.25 | 121.34 | 121.18 | 121.22 | 173010.0 |
| 2011-09-20 08:15:00 | SPY | ETF | 121.2 | 121.2 | 121.07 | 121.13 | 186788.0 |
| 2011-09-20 08:20:00 | SPY | ETF | 121.13 | 121.18 | 121.12 | 121.15 | 96357.0 |
| 2011-09-20 08:25:00 | SPY | ETF | 121.16 | 121.27 | 121.02 | 121.26 | 518317.0 |
| 2011-09-20 08:30:00 | SPY | ETF | 121.26 | 121.28 | 120.9 | 120.95 | 657569.0 |
| 2011-09-20 08:35:00 | SPY | ETF | 120.96 | 121.04 | 120.9 | 121.04 | 148095.0 |
> showing 50 of 35,931 rows — these rows as CSV